Fallout 3

So I bought FO3 GOTY yesterday, installed it, booted it up, put in my CD key to GFWL when it popped up, I played for a few hours, I got to Megaton, disarmed the bomb and so on, then I realised that the DLC hadn't loaded, I have no quest marker or radio signals.

What I've tried:

The DLC are checked in data files

Going to the Riverboat landing from point lookout, no one is there

Unchecking them, loading the game, saving, then coming out and checking them again.

Validating steam files

Disabling GFWL

Using my CD key on GFWL market place to try and redeem the DLC

The DLC are in the Data folder

I strongly suspect that I may have been given a bad CD-key by Steam, since Steam downloads all of the DLC, but GFWL thinks I just have the default FO3.

Please help, this is confusing the heck out of me and I'm all out of ideas.